LUV Options History — August 2023 In August 2023, LUV traded between $31.07 and $33.92. ATM implied volatility averaged 28.9%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 11.7% (HV 20d: 40.6%). Max pain ranged from $32.50 to $35.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.87.
Notable Days 2023-08-28 : Highest Volume — 28,786 contracts2023-08-23 : Largest IV drop — 7.2% change2023-08-22 : Highest IV Rank — 16.3%2023-08-09 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $32.51 $31.07 $33.92 $33.45 $31.70 Max Pain $32.72 $32.50 $35.00 $35.00 $32.50 ATM IV 28.9% 25.5% 30.6% 28.6% 25.5% Expected Move 8.2% 7.2% 9.0% 7.9% 7.2% HV 20d 40.6% 20.2% 49.0% 47.9% 20.2% HV 60d 35.5% 34.6% 36.5% 35.4% 34.6% IV Rank 10.3% 0.0% 16.3% 8.7% 0.0% IV Percentile 10.7% 0.0% 23.4% 5.2% 0.0% Term Structure 0.2% -1.4% 1.6% -0.3% 0.0% VWIV 29.5% 25.7% 32.2% 28.1% 27.0% Skew 25d 3.1% 1.4% 4.3% 1.4% 2.8% Skew 10d 6.2% 2.1% 9.4% 2.9% 5.8% Call IV 25d 28.1% 24.8% 29.7% 28.7% 24.9% Put IV 25d 31.3% 27.7% 33.2% 30.0% 27.7% Bid-Ask Spread % 2.53 1.82 3.73 3.29 2.65 Gamma HHI 0.12 0.08 0.31 0.08 0.14 Net GEX -1.9M -8.9M 715.6K -262.5K -961.8K Net DEX 10.4M -74.1M 67.9M -27.4M 32.3M Net VEX -1.7M -1.9M -1.5M -1.9M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.20 2.05 0.69 1.22 Total Volume 16,076.87 5,445 28,786 19,610 24,894 Total OI 374,018.478 341,643 399,761 388,023 375,281
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2023-08-01 $33.45 $35.00 28.6% 7.9% 47.9% 8.7% 28.1% 1.4% -0.3% -262.5K -27.4M -1.9M 0.69 3.29 11,578 8,032 208,863 179,160 2023-08-02 $33.45 $35.00 29.4% 8.4% 47.8% 11.8% 30.0% 2.7% 0.1% -1.6M -22.7M -1.9M 0.55 3.19 9,793 5,341 210,166 182,862 2023-08-03 $32.25 $32.50 30.0% 8.6% 49.0% 13.9% 31.2% 2.0% 0.0% -4.7M 60.9M -1.8M 1.17 2.17 11,521 13,527 211,799 184,375 2023-08-04 $32.55 $32.50 28.8% 8.4% 48.4% 9.7% 30.1% 1.8% -0.0% -1.3M 37.8M -1.8M 1.32 2.20 12,032 15,858 213,145 186,616 2023-08-07 $32.92 $32.50 29.5% 8.5% 48.1% 12.1% 31.7% 3.2% 0.2% -3.1M 8.7M -1.8M 0.45 2.90 17,061 7,656 192,033 179,850 2023-08-08 $33.92 $32.50 30.2% 8.5% 48.8% 14.7% 31.1% 3.1% -0.6% -191.6K -74.1M -1.8M 0.58 2.36 11,828 6,918 199,037 182,417 2023-08-09 $33.55 $32.50 30.2% 9.0% 48.8% 14.8% 32.2% 3.3% 1.6% -1.1M -44.0M -1.8M 0.75 2.00 5,720 4,278 200,945 185,072 2023-08-10 $33.75 $32.50 29.5% 8.7% 47.4% 12.3% 29.6% 3.3% 1.2% -802.5K -60.1M -1.8M 0.43 2.00 11,052 4,744 200,110 185,067 2023-08-11 $33.73 $32.50 28.8% 8.5% 47.0% 9.6% 29.5% 2.8% 1.4% 715.6K -60.1M -1.8M 0.89 1.96 5,882 5,248 204,821 186,470 2023-08-14 $33.53 $32.50 29.6% 8.6% 47.1% 12.5% 30.2% 3.1% -1.4% 121.0K -40.2M -1.7M 1.27 1.82 4,220 5,372 194,762 175,171 2023-08-15 $33.14 $32.50 30.3% 8.7% 46.8% 15.4% 30.4% 3.9% -0.9% -1.0M -17.6M -1.7M 0.50 2.09 3,939 1,980 197,276 177,400 2023-08-16 $33.00 $32.50 30.0% 8.6% 46.0% 14.2% 30.8% 3.4% 0.1% -1.3M -9.2M -1.7M 0.91 2.09 4,908 4,486 197,660 177,061 2023-08-17 $32.36 $32.50 30.3% 8.7% 46.3% 15.3% 31.2% 3.5% 1.0% -4.8M 35.9M -1.6M 1.57 2.22 4,462 6,997 197,638 177,320 2023-08-18 $32.20 $32.50 29.9% 8.5% 46.0% 13.7% 30.5% 2.9% 1.3% -8.9M 45.8M -1.6M 0.99 2.08 5,625 5,574 197,819 180,101 2023-08-21 $31.91 $32.50 29.3% 8.2% 45.9% 11.3% 29.5% 4.0% 0.2% -2.0M 32.4M -1.5M 0.20 3.24 21,264 4,240 180,092 161,551 2023-08-22 $31.48 $32.50 30.6% 8.6% 43.8% 16.3% 30.5% 4.3% -0.2% -2.3M 51.5M -1.5M 1.55 2.32 4,396 6,823 187,147 162,726 2023-08-23 $31.57 $32.50 28.4% 8.2% 42.8% 7.9% 29.0% 4.1% 0.2% -2.3M 47.9M -1.5M 0.85 2.86 8,274 7,031 188,815 164,209 2023-08-24 $31.38 $32.50 29.3% 8.1% 24.7% 11.4% 29.2% 3.4% 0.2% -2.6M 57.2M -1.5M 0.66 2.76 3,276 2,169 192,735 168,435 2023-08-25 $31.34 $32.50 27.9% 7.7% 22.8% 6.1% 27.2% 3.0% 0.4% -2.3M 62.0M -1.5M 0.22 3.04 17,743 3,833 193,170 170,320 2023-08-28 $31.07 $32.50 27.6% 7.7% 21.6% 5.0% 27.6% 3.4% 0.4% -2.4M 67.9M -1.5M 2.05 2.72 9,448 19,338 187,014 165,740 2023-08-29 $31.93 $32.50 25.9% 7.3% 23.7% 0.0% 25.8% 3.5% 0.4% -486.5K 18.8M -1.5M 0.39 2.48 9,874 3,827 191,708 175,787 2023-08-30 $31.62 $32.50 25.8% 7.3% 23.8% 0.0% 25.7% 3.2% -0.9% -1.2M 34.3M -1.5M 0.74 3.73 4,427 3,279 194,831 177,848 2023-08-31 $31.70 $32.50 25.5% 7.2% 20.2% 0.0% 27.0% 2.8% 0.0% -961.8K 32.3M -1.5M 1.22 2.65 11,209 13,685 195,525 179,756
« Jul 2023 | All History | Sep 2023 » Home LUV History August 2023